+221.0%
FIX vs AMRZ
-13.6%
+234.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +6.0% | -1.9% | +7.9% | +6.7% |
| 30D | -7.2% | -16.9% | +9.7% | -0.9% |
| 3M | -15.9% | -19.2% | +3.3% | -9.5% |
| 6M | +12.7% | -29.3% | +42.0% | +26.9% |
| YTD | +72.8% | -18.0% | +90.8% | +84.9% |
| 1Y | +122.9% | -15.1% | +138.0% | +131.0% |
| All | +221.0% | -13.6% | +234.7% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMRZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling